【摘要】 对于多元正态随机变量二次型的独立性的证明,最重要的是证明一个引理.许宝马录教授曾证明了该引理的前半部分,而对于后半部分,本文则运用通俗的方法,给出了一个初等的证明.更多还原

【Abstract】 It is very important to prove a lemma for the proof of the independence between two quadratic forms of multivariate normal variables. Professor Xu Bao-lu has proved the former part of it. This paper is to complete the later part by using common methods, which is primary and easy to understand.更多还原